Hart Capital : The Alpha Omega Program

archived programs
Year-to-Date
N / A
Dec Performance
-17.72%
Min Investment
$ 25k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
48.01%
Sharpe (RFR=1%)
-1.17
CAROR
-
Assets
$ 14k
Worst DD
-52.15
S&P Correlation
-0.59

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index Dec Qtr YTD 1yr 3yr 5yr 10yr Since
2/2011
The Alpha Omega Program -17.72 - - - - - - -46.59
S&P 500 0.85 - - - - - - 170.05
+/- S&P 500 -18.57 - - - - - - -216.64

Strategy Description

Summary

The overall goal of the Alpha Omega Program (“AOP”) is to achieve account appreciation through the use of an on exchange futures investment strategy. Hart Capital’s objective will be to obtain, relatively high risk-adjusted returns while striving to protect investor capital under... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 25k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor 1.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 25%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 50.00%
Intraday 50.00%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Fundamental
50.00%
Technical
50.00%
Strategy Pie Chart

Composition

Summary

The overall goal of the Alpha Omega Program (“AOP”) is to achieve account appreciation through the use of an on exchange futures investment strategy. Hart Capital’s objective will be to obtain, relatively high risk-adjusted returns while striving to protect investor capital under management against adverse market trends. The following is intended to accurately present the trading methodologies of the AOP in “plain English.” After reviewing this information, if you have any further questions about the strategy, please contact Clinton Hart directly for further explanation.

Investment Strategy

The Alpha Omega Program is a Discretionary Multi-Commodity Strategy that implements a combination of technical and fundamental analysis. The strategy is designed purely to offer the client exposure to different combinations of commodity futures; primarily energy, metals and S&P futures. Using short, medium and long-term time horizons to formulate trading opportunities, the program will overlay specific technical indicators to confirm trading opportunities to go long, short or market neutral (spreads). Fundamentals will also play a major role in the strategy, as inventory numbers, political interventions, catastrophic events and any other unforeseen supply demand disruptions, will cause price movement. Assets under management being the life source of our program, the strategy implements strict money management techniques to mitigate loses on bad positions but also allowing the good positions to get even better, all the while being prepared to take profits off the table. The strategy is both aggressive and passive depending upon market conditions, and does extremely well when the technical and fundamental factors align.

Risk Management

In order to reduce risk from time to time we may hedge longer term positions with like kind commodity futures options. In other instances we may place inter-market and/or intra market commodity futures spread. Under normal circumstances we will attempt to ensure that client margin to equity ratios do not exceed 40%. As with all risk management targets this maximum margin to equity ratio is only a soft target that we will attempt to maintain however we cannot guarantee this will be possible. Under most trading conditions we expect client accounts will not experience margin to equity ratios greater than 15 to 25% at any given time. In order to target these ratios we determine position size carefully be evaluating the then prevailing market conditions. Likewise we will almost always use trailing stops when our positions become profitable and will place stop loss orders accordingly on a per trade basis. Although these trading techniques are not guaranteed to protect client accounts from losses, we believe they are an effective tool for mitigating downside potential.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
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Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-52.15 3 - 9/1/2011 12/1/2011
-15.93 1 6 1/1/0001 2/1/2011
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Consecutive Gains

Run-up Length (Mos.) Start End
23.92 2 8/1/2011 9/1/2011
15.50 4 3/1/2011 6/1/2011
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Consecutive Losses

Run-up Length (Mos.) Start End
-52.15 3 10/1/2011 12/1/2011
-15.93 1 2/1/2011 2/1/2011
-7.22 1 7/1/2011 7/1/2011
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Time Windows Analysis

 1 Month3 Month
Number of Periods11.009.00
Percent Profitable54.5566.67
Average Period Return-4.59-5.16
Average Gain6.269.15
Average Loss-17.61-33.79
Best Period12.4715.45
Worst Period-28.59-52.15
Standard Deviation13.8624.10
Gain Standard Deviation5.196.23
Loss Standard Deviation7.6219.52
Sharpe Ratio (1%)-0.34-0.22
Average Gain / Average Loss0.360.27
Profit / Loss Ratio0.430.54
Downside Deviation (10%)12.9922.21
Downside Deviation (5%)12.7821.70
Downside Deviation (0%)12.7321.57
Sortino Ratio (10%)-0.38-0.29
Sortino Ratio (5%)-0.37-0.25
Sortino Ratio (0%)-0.36-0.24

Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.